+43.8%
T vs ALAB
+262.8%
-219.1%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +6.3% | -7.1% | -0.4% |
| 7D | +1.0% | -26.3% | +27.3% | -0.9% |
| 30D | -10.6% | -50.1% | +39.5% | -14.4% |
| 3M | -7.7% | -42.5% | +34.7% | -10.4% |
| 6M | -13.3% | -10.8% | -2.5% | -12.6% |
| YTD | -8.8% | +14.6% | -23.4% | -5.7% |
| 1Y | -8.4% | +17.1% | -25.5% | -5.0% |
| All | +43.8% | +262.8% | -219.1% | +61.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALAB.
Daily Out/Under-Performance
Portfolio return minus ALAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALAB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded ALAB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling